As several people expressed interest in Sylvia Plath's work, and as I've read just about everything she's written or that's been written about her, I thought I'd share some suggestions for further reading.
First off, I should explain that I'm not a huge fan of her prose, which admittedly doesn't amount to much: The Bell Jar and her collection of short fiction, Johnny Panic and the Bible of Dreams. Unfortunately, she wasn't able (in my opinion) to push her prose to the levels reached in her other work. If you really want to experience Plath, you must read her poems and journals. Fortunately, for someone who died at 30, Plath left a fairly extensive legacy of these.
Readers who have only experienced The Bell Jar really should consider beginning with the work that established Plath's reputation: Collected Poems. Original editions of her posthumous collection, Ariel, simply are too narrow; for one thing, Ted Hughes, the husband from whom she was separated at the time of her death and executor of her estate, rearranged the order and selection of poems that Plath had left. (A restored facsimile of the original Ariel was issued recently.) But the Collected Poems show the depth and breadth of her poetry. In addition to her famous poems, Daddy, Ariel and Lady Lazarus, readers can find gems such as Morning Song (one of my favorites) or Words.
While you're dipping into Plath's poetry, you might also read The Unabridged Journals of Sylvia Plath. Surely, these are among the best literary artifacts around, ranking with Virginia Woolf's diaries in the quality of prose. It is here that you will recognize the voice that was finally achieved in her Ariel poetry and that sadly is missing in most of her prose.
Finally, there is the canon of Plath-related material that may or may not give you more insight into her life and work. You can search Amazon.com and choose any of the better known biographies: Rough Magic, Method and Madness, Bitter Fame (which has what I feel is unwarranted controversy surrounding it). Here also are three of my recommendations:
1. Birthday Letters by Ted Hughes. Part of the Plath allure undoubtedly lies in her literary and romantic partnership with the famous English poet. Birthday Letters not only shows a more "confessional" side to this notoriously unconfessional poet, but it also sheds some light on their relationship. Released just before his death in 1997, this collection addresses his experiences with Plath. To me, it's fascinating about what he doesn't say; this is a man who doesn't leave his fingerprints on anything, even a marriage.
2. The Silent Woman: Sylvia Plath and Ted Hughes by Janet Malcolm. With all of the controversy surrounding Plath's varied biographies (Hughes and his sister Olwyn fought bitterly to control any information concerning Plath, particularly anything involving her relationship with Hughes), Malcolm authored this interesting biography which, while discussing Plath, also examines the role and authenticy of biographies. Even Hughes apparently admired this book.
3. The Cambridge Companion to Sylvia Plath by Jo Gill. This excellent academic examination of all Plath's work is for the serious Plath reader.